2016上海理工大学 复杂系统研究论坛 Photos A Mini-Workshop on Complexity Theory and Its Applications November 12th to 13th , 2016 Uniiversity of Shanghai for Science and Technology 第一排(左起):胡岗(北京师范大学),胡进锟(台湾中央研究院物理研究所) , Hawoong Jeong (Korea Advanced Institute of Science and Technology, Korea), Takashi Shimada (Dept. of Applied Physics, The University of Tokyo, Japan), 汪秉宏(中国科学技术大学),张欣(上海海事大学) 第2排:黄吉平(复旦大学,物理系) 第3排:邓为炳(华中师范大学),王福红,李娅, 杨会杰(上海理工大学管理学院,本次论坛主持人), 顾长贵(上海理工大学管理学院),马文忠(台湾,国立政治大学应用物理研究所) 第4排:邱天(南昌航空大学), 奚宁(上海理工大学管理学院)
上海理工大学 复杂系统研究论坛 时间:2014年4月19-20日 地点:上海理工大学管理学院科技楼 Photos 前排左起:赵静教授(解放军后勤工程大学),邱天教授(南昌航空大学); 张宁教授(上海理工大学),汪秉宏(中国科学技术大学), 胡进锟教授(台湾中央研究院物理研究所), Prof. B. J. Kim ( Sungkyunkwan University, Korea); Prof.Takashi Shimada( University of Tokyo, Japan ) 第二排左起:朱陈平教授(南京航空航天大学),刘宗华教授(华东师范大学), 王新刚教授(陕西师范大学),杨会杰教授(上海理工大学管理学院,本次会议组织者), 陈光博士(南昌航空大学),王世杰博士(台湾中央研究院物理研究所) 前排左起:赵静教授,邱天教授;张宁教授,胡进锟教授,Prof. B. J. Kim ,Prof.Takashi Shimada 第二排左起:朱陈平教授,刘宗华教授,王新刚教授,杨会杰教授, 陈光博士,王世杰博士 左起: Takashi Shimada, 杨会杰,王世杰,殷传洋 左起:陈光,邱天,B.J.Kim, 赵静 左起:王新刚,胡进锟,朱陈平
上海理工大学复杂系统研究论坛 时间:2014年4月19-20日 地点:上海理工大学管理学院科技楼 USST Workshop On Complex System Research PROGRAM April 19, 2014 Section I Chaired by Prof. B. J. Kim 9:00-9:50 Title: Computational and Experimental Approach to Protein Aggregation and Discovery of New Drugs for Neurodegenerative Diseases Speaker: Chin-Kun Hu From Institute of Physics of Academia Sinica, Taipei 11529, Taiwan 9:50-10:40 Title: Network approach to the pinning control of drift-wave plasma turbulence Speaker: Xin-Gang Wang From Department of Physics, Shaanxi Normal University 10:40-11:00 Tea Beak 11:00-11:50 Title: Will an open complex system be robust? Speaker: Takashi Shimada From University of Tokyo 11:50-14:00 Lunch at HAITIAN restaurant ………………………………………………………………………………. Section II Chaired by Prof. Takashi Shimada 14:00-14:50 Title: Percolation in growing networks Speaker: B. J. Kim From Sungkyunkwan University 14:50-15:40 Title: Self-organized criticality in a co-evolutionary model for gene regulatory networks Speaker : Chenping Zhu From Nanjing University of Aeronautics and Astronautics, Nanjing, China 15:40-16:00 Tea Beak 16:00-16:50 Title: Network based study on complex disease and TCM pharmacology Speaker: Jing Zhao From Logistical Engineering University, Chongqing, China 18:00- Supper at HAITIAN restaurant April 20,2014 Section III Chaired by Prof. Xingang Wang 9:00-9:50 Title: Correlation dynamics in financial markets Speaker: Prof. Tian Qiu, From Information engineering school, Nanchang Hangkong University 9:50-10:40 Title: Non-linear Multivariate Causality Estimator on Short Cytokine Time Series in Fibromyalgia Patients and Healthy Controls Speaker: Shi-Jie Wang From Institute of Physics, Academia Sinica, Nankang, Taipei 11529, Taiwan 10:40-11:00 Tea break 11:00-11:50 Title: Scaling Behaviors Embedded in Very Short Time Series Speaker: Huijie Yang From University of Shanghai for Science and Technology 11:50-14:00 Lunch at HAITIAN restaurant ………………………………………………………………………………. Section IV Chaired by Prof. Chin-Kun Hu 14:00-14:50 Title: Explosive synchronization in complex networks Speaker: Zonghua Liu From China Eastern Normal University, Shanghai, China 14:50-15:40 Title:Robustness of Controllability for Networks Based on Edge-Attack Speaker: Bing-Hong Wang From University of Science and Technology of China
xiaobaobao888给大家讲笑话 上海理工大学成立后, 学校在学校正门隆重举行挂牌仪式, 校牌子上方方正正写着:“上海理工大学 Shang Hai Institute of Technology” 挂牌仪式后,校长兴高采烈地回到宽宽的校长办公室,坐下来喝了一口高丽参茶,刚想看看文件,猛然间,校长呆住了,Shang Hai Institute of Technology 不是简称SHIT吗? 糟糕!迅速抓起电话把校宣传部长叫过来,说:“你赶快去把校牌上的英文校名改成Shang Hai University of Technology“ 待校宣传部长走到办公室门口正准备去改校名的时候,校长猛然又一惊, Shang Hai University of Technology 又不是简称SHUT吗?! 急忙又把把校宣传部长叫回来,说还是别改了吧!!! 校宣传部长很是不解,忙请校长点解,校长喃喃地说:“SHIT(垃圾) 还是比 SHUT(关门)好!” 上海理工大学校牌挂了大半年了, 上海理工大学校长也偷偷地郁闷了大半年, 无它,英文校名呗.终于有一天校长按捺不住了, 偷偷地把校宣传部长叫过来了, 商量如何改进英文校名. 校宣传部长暗想: 现在不是时兴工业大学改理工大学,理工大学改科技大学吗? 干嘛不就一步到位, 直接改称 Shang Hai University of Science and Technology, 这样既没有SHIT,又没有SHUT,挺好的。 待校宣传部长把此想法说与校长, 校长连说“不错,不错,就照此拼写改”。 此时, 恰逢校组织部长来回报工作, 校长也就把新拟改校名给校组织部长看,校组织部长看吧大惊, 连声说:“不可,不可!”, 校长问其缘由, 校组织部长走近,在校长耳语了几句, 校长顿时脸色由晴转阴。 校组织部长见此献上一计“何不把 Shang Hai University of Science and Technology改成 Shang Hai University for Science and Technology 。 校长把校组织部长的idea读来读去,望着这不伦不类的校名,无可奈何, 喃喃地叹说:“就这样吧,唉...” 再过去了某些天,本地某A高校校长来上海理工大学公干,出理工大校门时无意中发现上海理工大学的英文校名由原来的 Shang Hai Insititute of Technology 改成现在的不伦不类的 Shang Hai University for Science and Technology 时,A高校校长暗骂:“傻瓜,Shang Hai Insititute of Technology 这样好的校名不用”,然后心中窃喜:“好校名可别浪费了”,A校校长回去之后,最先做的是和A校的宣传部长偷偷把A校的英文校名改成了Shang Hai Insititute of Technology ,期待A校(SIT)飞速发展,早日与MIT,BIT世界理工三强鼎立!~ xiaobaobao888郑重申明:以上纯属虚构,如有雷同纯属巧合
上海理工大学复杂系统科学中心 2012 年第二次工作会议 时间: 2012 年 10 月 20-21 日 地点:上海理工大学南区管理学院科技楼四层会议厅 刘宗华(华东师范大学物理系): 生物系统的耦合振子动力学 摘要: 我将对三个典型的生物系统:海豚的半睡眠现象、哺乳动物的听力敏感性及老鼠等在持续光照或持续黑暗环境下的耦合振子动力学行为做介绍,并具体讨论人体对外部节律的传输效应。 黄吉平(复旦大学物理系) Risk-return relationship in a laboratory market 摘要: For survival and development, autonomous agents in complex adaptive systems involving the human society must compete against or collaborate with others for sharing limited resources or wealth, by using different methods. One method is to invest, in order to obtain payoffs with risk. It is a common belief that investments with a positive risk-return relationship(namely, high risk high return and vice versa) are dominant over those with a negative risk-return relationship (i.e., high risklow return and vice versa) in the human society; the belief has a notable impact on daily investing activities of investors.Here we investigate the risk-return relationship in a laboratory market, in order to study the influence of both market efficiency and market closeness. We conduct a series of computer-aided human experiments, and also perform agent-based simulations and theoretical analysis to confirm the experimental observations and reveal the underlying mechanism. We report that investments with a negative risk-return relationship have dominance over those with a positive risk-return relationship instead in such a laboratory market. We formulate the dynamical process for the system’s evolution, which helps to discover the different role of identical and heterogeneous preferences. This work might be valuable not only to complexity science, but also to finance and economics, to management and social science, and to physics. 杨会杰(上海理工大学 管理学院,及 复杂系统科学中心): ) Comparative Approach to Metabolic Networks for E. Coli and Fruitfly ABSTRACT: In the present paper we conduct a comparative analysis for metbolic networks for E.Coli and Fruitfly, respectively. We detect the characteristics of the overlapping and non-overlaping parts of the cellular networks. Seed setx forall thespeciesare extracted, similarities between which are used to construct a life-tree, which is different completely with that constructed from DNA sequence alignment. 汪秉宏(上海理工大学 复杂系统科学中心): 人类行为动力学与博弈模型对于社群合作进化与社会物理学研究之应用 刘建国(上海理工大学 复杂系统科学中心) :访问英国牛津大学的收获及回国后的工作考虑 郭强(上海理工大学 复杂系统科学中心): 浅谈相似性度量对推荐系统的影响——(访问瑞士弗里堡大学工作小结) 古志鸣(南京航空航天大学):关于“纤维网”的研究进展 周石鹏(上海理工大学 复杂系统科学中心): 经济系统的规度建模研究 刘姜(上海理工大学 复杂系统科学中心): GDP 的对称性分析 奚宁(上海理工大学 复杂系统科学中心): 关于规范场的扩展研究 车宏安(上海理工大学 复杂系统科学中心): 关于上理工规范场建模及对称性原理应用于金融市场研究的 工作总结与展望 李世炳(台湾中央研究院物理研究所):关于亚太地区经济物理研究最近动态 陈平 (北京大学 中国经济研究中心, 复旦大学经济学院):国际金融研究最近进展
上海理工大学复杂系统科学中心 2012 年工作会议 时间 : 4 月 3 日(星期二)上午 9:00-12:00 , 下午 2:00-6:00 地点 : 上海理工大学管理学院科技楼(四层)第二会议室 会议宗旨: 1, 上海理工大学管理学院研究人员及复杂系统科学中心师生汇报近年来围绕系统科学和复杂性科学方向所做的工作及所取得的研究成果与进展,并展望今后的研究课题与可能发展。 2, 特邀陈平教授,何大韧教授,周炜星教授到会作精彩学术报告。 会议顾问: 许晓鸣,陈斌,车宏安 会议学术委员会:高岩,王恒山,严广乐,王波,汪秉宏 组织委员会: 金志奇, 杨会杰,张宁 , 郭进利,刘建国, 葛泽惠、奚宁、黄建秋 会议主报告程序: 上午 9:00-12:00 主持人:汪秉宏,杨会杰 报告顺序 : 汪秉宏:致开幕词,中心工作汇报 杨会杰: 复杂网络识别结肠癌 maker 基因 郭进利: 复杂网络和人类动力学演化模型 ( 近三年工作汇报 ) 摘要: 给出严密分析复杂网络的方法 ; 正确计算 Apollonian 网络的度指数 ; 研究节点批量到达的变速增长网络 ; 实证分析供应链物流、图书借阅、短信实验及博客等数据 ; 基于非齐次 Poisson 过程研究人类动力学等等 . 主要成果包括 :1) 提出增长网络中估计度分布的差分方程方法 ;2) 给出 Logistic 曲线网络与估计复杂网络度分布新方法 ;3) 建立节点幂律加速增长模型 , 发现无标度网络的幂律加速不变性 ;4) 提出几何级数增长的择优与随机混合网络 , 发现无标度网络新节点量变到度指数质变的现象 ;5) 提出邻域择优连接模型 , 分析网络自组织层次性 ;6) 发现竞争网对适应度模型和加权网络的普适性 ;7) 物流运作多重标度特性实证研究 ;8) 提出具有服务时间的人类动力学模型 ;9) 对博客和博客评论进行了实证研究 , 建立兴趣逐渐衰减的人类动力学模型 , 用非齐次 Poisson 过程对模型进行分析 ; 10) 上海世博会人流研究 ;11) 对图书借阅中的人类行为标度律分析 ;12) 对医院人流进行实证研究 . 发表论文 23 篇 , 被 SCI 收录 10 篇 , 出版译著一部 , 完成专著一部 ( 待出版 ). 张宁: 基于网页浏览记录的协同兴趣网络研究 摘要: 介绍目前的研究工作,通过观察用户访问网页的情况,对用户、网站及其关系进行描述,并对由此构成的协同兴趣网络结构特征进行 分析;通过对协同兴趣网络的演化行为分析,探索群体兴趣图谱的基本规律和稳定性;研究特定群体行为的人类动力学特征,寻找群 体行为所具有的普适性规律。 王波: 大型活动参观者排队系统管理问题研究 摘要:以 2010 中国上海世博会为研究对象,研究大型活动服务系统物理网络,参观者系统管理的特征和难点,参观者排队系统构成和分析,上海世博会参观者情况分析和研究,大型活动参观人流的系统模拟,参观人流管理中值得研究的问题。 葛泽慧: 供应链管理中的利他偏好研究; 摘要:企业的行为偏好如何影响供应链成员的决策进而影响供应链绩效?这在传统的供应链管理中很少被研究。但是近年来对主体偏好的研究表明其对企业决策有显著影响。该报告将综合本人近年的研究工作,介绍供应链管理中利他偏好对企业决策以及供应链绩效的影响。通过对所研究问题的建模以及定量分析,我们发现领导者的利他偏好对整个供应链绩效有显著影响,同时发现完全自私与完全利他都违背企业的参与动机。 奚宁: Personalization promotes cultural diversity 摘要: In social sciences, there is currently no consensus on the mechanism for cultural evolution. The evolution of first names of newborn babies offers a remarkable example for the researches in the field. Here we perform statistical analyses on over 100 years of data in the United States. We focus in particular on how the frequency-rank distribution and inequality of baby names change over time. We propose a stochastic model where name choice is determined by personalized preference and social influence. Remarkably, variations on the strength of personalized preference can account satisfactorily for the observed empirical features. Therefore, we claim that personalization drives cultural evolution, at least in the example of baby names. 吴春国: 适应度估计遗传算法及其应用 摘要:受到基于 k-means 聚类的遗传算法 (KMGA) 和基于适应度继承策略的遗传算法 (IGA) 的启发,首先提出了基于吸引子传播聚类的遗传算法 (APGA) 。 APGA 的基本思想是:遗传算法在计算适应度前,利用 AP 聚类将相似的染色体聚到一起,然后利用聚类信息估计其它染色体的适应度。还提出了一种适应度估计策略,利用聚类中心的适应度以及聚簇内其它染色体和聚类中心的距离来估计适应度, 并引入了一个调节因子,防止估计适应度产生振荡。提出的 APGA 及其适应度估计策略,由于继承了 AP 聚类稳定高效,自动确定聚类规模的特点,克服了 KmGA 结果对初始值的依赖性和 IGA 对适应度估计误差偏大的不足。 刘建国: Users's collective attention analysis for online systems 摘要:简要介绍近两年的工作进展,并介绍目前参与的 ICTecollective 和 FOC-II 项目,以及可能的研究方向。 下午: 2:00-6:00 主持人:刘建国 报告顺序: 汪秉宏:复杂系统科学研究最近进展 何大韧(扬州大学): 对复杂系统预测的一点猜想 摘要: 一切科学研究都为了预测! 预测目的:应对、驾驭、设计。还原论主宰系统的完全理解及预测。可把预测限制在可解析的范围内系统预测。最复杂系统预测与还原论适用系统根本不同 周炜星(华东理工大学): 报告题目: Econophysics: A burgeoning field for physicists 摘要: Econophysics is a burgeoning interdisciplinary field, which applies ideas, models, theories and tools from statistical physics to economic and financial systems (My talk will focus on financial markets). Roughly speaking, what physicists have done on topics related to financial markets could be regarded as econophysics studies. The history that physicists immerse in financial markets can be traced back to Isaac Newton and many internationally recognized scholars in mainstream finance hold a PhD degree in physics. In my talk, I will give a brief review about the history of econophysics. Then I will present the main research directions of my group, the Research Center for Econophysics at the East China University of Science and Technology, including probability distribution, multifractal analysis, recurrence interval analysis, network analysis, bubbles and antibubbles, and microscopic models. I will also give a brief introduction of our recent works on the socioeconomic systems in Massively Multiplayer Online Role-Playing Games (MMORPGs). 陈平(北京大学中国经济研究中心,复旦大学经济研究中心): 《新古典经济学的均衡幻象与复杂演化经济学的生物物理基础》
Shanghai Forum on Complex System Science 2011 (June 3rd, University of Shanghai for Science and Technology) Photos 上海复杂系统科学研究论坛(2011年6月3日,上海理工大学)留影 1, Group Photo A of Shanghai Forum on Complex System Science 2011 (上海复杂系统科学研究论坛 合影A) 2, Group Photo B of Shanghai Forum on Complex System Science 2011 (上海复杂系统科学研究论坛 合影B) 3, Group Photo C of Shanghai Forum on Complex System Science 2011 (上海复杂系统科学研究论坛 合影C) 4,Prof. Gene Stanley (Boston University,USA)Talk: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 5, Prof. Luciano Pietronero (ISC-CNR and Univ. Sapienza, Roma, Italy)Talk: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 6, Prof. Didier Sornette (ETH,Switzerland)Talk: The US stock market leads the Federal funds rate and Treasury bond yields 7, 上海理工大学副校长陈斌教授致欢迎词 8,Prof. Yi-Cheng Zhang (Director of Complex System Science Centor, USST) Symposium Welcome 9, 上海理工大学复杂系统科学研究中心副主任汪秉宏教授主持会议 Prof. Bing-Hong Wang, (Vice Director of Complex System Science Centor, USST) Chair the Meeting 10,Prof. Wang Xiao-Fan( Shanghai Jiaotong University) 汪小帆教授, 上海交通大学, 学术报告 :群体智慧--复杂网络上的最佳共识形成 11,Prof. Chen Tian-Ping (Fudan University) (陈天平教授,复旦大学)Talk: Dynamical Moment Neuronal Network: Model and Approach Prof. Bing-Hong Wang, (Vice Director of Complex System Science Centor, USST) Chair the Meeting 12, Meeting Place of Shanghai Forum on Complex System Science 2011 (上海复杂系统科学研究论坛会场) 12, Meeting Place of Shanghai Forum on Complex System Science 2011 (上海复杂系统科学研究论坛会场)
2011 上海复杂系统科学研究论坛 主办单位:上海理工大学复杂系统科学研究中心 时间: 2011 年 6 月 3 日 地点:上海理工大学南区管理学院 科技楼四层第二会议室 组织委员会: 许晓鸣(上海理工大学校长); 陈斌(上海理工大学副校长); 高岩(上海理工大学管理学院院长); 车宏安(上海系统科学研究院执行院长); 张翼成(上海理工大学复杂系统科学研究中心 主任); 汪秉宏(上海理工大学复杂系统科学研究中心 副主任) 上午: 8 : 30-12:20 中文报告 (主持人:汪秉宏) 8:30-9:00 许晓鸣校长与张翼成教授致欢迎辞 9:00-9:40 汪小帆教授(上海交通大学): 群体智慧--复杂网络上的最佳共识形 成 9:40-10:20 陈天平教授(复旦大学) Dynamical Moment Neuronal Network: Model and Approach 10:20-11:00 史定华教授(上海大学)漫谈网络新科学 11:00-11:20 茶歇 11:20-11:50 吴金闪 博士 ( 天文与物理系,不列颠哥伦比亚大学,温哥华,卑诗省,加拿大 Department of Physics Astronomy , University of British Columbia , Vancouver,BC,Canada, V6T 1Z1 ): 量子博弈 (games on quantum objects) 11:50-12:20 杨会杰教授 (上海理工大学) Detecting Patterns Embedded in Time Series By Means of Random Matrix Theory 下午: 13:40-17:00 英文报告 (主持人:张翼成) 13:40-14:00 USST President Prof. Xiaoming Xu and Prof. Yi-Cheng Zhang: Symposium Welcome 14:00-14:50 Prof. Gene Stanley ( Boston University , USA ) Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 14:50-15:10 Photo Taking and Coffee Break 15:10-16:10Prof. Luciano Pietronero ( ISC-CNR and Univ. Sapienza, Roma, Italy ) Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 16:10-17:00Prof. Didier Sornette ( ETH , Switzerland ) Title: TheUSstock market leads the Federal funds rate and Treasury bond yields 英文报告摘要介绍 ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION H. Eugene Stanley Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist. Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. As an example, we will discuss very recent work , emphasizing its direct applicability to specific problems of preventing network breakdown. The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks. We also discuss potential applications to understanding financial breakdowns. This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University). S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News Views'' article by A. Vespignani on pp. 984--985. J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review). X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011). Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, Italy luciano.pietronero@roma1.infn.it We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product. The US stock market leads the Federal funds rate and Treasury bond yields Didier Sornette ETH Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the SP500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the SP500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way. Title: Dynamical Moment Neuronal Network: Model and Approach Tian-Ping Chen Fudan University, Shanghai, China Abstract: I shall present a theoretical framework on spike activities of leaky-and-integrate networks by including the first-order (mean firing rate) and the second-order statistics (variance and correlation), based on a moment neuronal network (MNN) approach. The dynamics and distribution of neural activities are approximated as a Gaussian random field. Using this novel model, I shall introduce analysis of several interesting phenomena of MNN and illustrate the computation capability of this model with experimental data.
4月5日,《Nature Photonics(光子学)》(SCI检索因子22.869)发表了上海理工大学的论文Observation of the inverse Doppler effect in negative-index materials at opticalfrequencies(见附件)。利用在负折射光子晶体棱镜中频率为10.6纳米的激光折射,首次观察到了逆多普勒频移这一反常多普勒效应物理现象。 对非211院校来讲实在难能可贵,由衷替他们高兴。热烈祝贺!! 说说文章的重大意义吧。 多普勒效应是指当观察者和光波源之间存在着相对移动时,光波的频率变会发生改变的现象。而光也存在着类似的情形,当一个物体靠近一个观察者时,光波的频率会增加,进而红色波长变成蓝色波长,相反蓝色变成红色。而多普勒效应逆转则说明当一个物体靠近一个光波探测器的时候,光波的频率从蓝色波长减小至红色波长,反之亦然。 那么有什么潜在的应用呢。看看下面的新闻吧,还是非常有趣的。 能够逆转多普勒效应是一个很好的信号,这将推动如隐形斗篷等科幻技术未来的发展。隐形斗篷技术成为现实的速度可能会超过大部分人的想象,目前美国研究人员已经在微观尺度下证实了隐形斗篷技术。更好地了解这种现象或许会产生很多种更即时的应用,目前通过测试多普勒效应使得宇航员能够测试星星接近或者远离地球的速度;使得雷达能够测试物体的速率;并且人们还将多普勒效应用在医学成像技术中以测试人体的血流量( http://www.mittrchinese.com/single.php?p=30245 )。 nphoton.2011.17.pdf